Thursday 19 November 2015

2pm update - twitchy VIX computer

US equities are fractionally higher, and the market has already confirmed a micro bull flag.. as especially reflected in stocks like INTC, AAPL, and DIS. Meanwhile... the VIX computer remains twitchy.. with sporadic nano-scale downside flash-prints.


VIX'5min



Summary

Across the years we've seen all sorts of trouble with how the VIX is officially calculated.

Earlier this year the VIX was critically broken for a few days.

Since last Friday, we're seeing sporadic and brief spikes (usually to the downside), but always rebounding.

Someone at the CBOE needs to fix something... or at least try re-booting the server!
--


Meanwhile...

notable strength, NFLX


With Jessica Jones due... tomorrow at midnight :)